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Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Supplementary information. financial stability, banking, modelling.
https://www.rba.gov.au/publications/rdp/2022/2022-03.html

Future Work

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 7. Future Work. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. Development of the stress testing model is ongoing. There are
https://www.rba.gov.au/publications/rdp/2022/2022-03/future-work.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 2,027. KB. The authors would like to thank current and former staff members
https://www.rba.gov.au/publications/rdp/2022/2022-03/sections.html

Read me file

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Read me file. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. This ‘read me’ file contains the details of the supplementary material provided with RDP
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html

Supplementary Information for RDP 2022-03: Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Details of the supplementary information available for this research discussion
https://www.rba.gov.au/publications/rdp/2022/2022-03/supplementary-information.html

References

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks References. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. AASB (Australian Accounting Standards Board) (2021), ‘Compiled
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html

Non-technical summary for ‘The Rise in Household Liquidity’

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Non-technical summary for ‘Macrofinancial Stress Testing on Australian Banks’. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Non-technical
https://www.rba.gov.au/publications/rdp/2022/2022-03/non-technical-summary.html

Introduction

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 1. Introduction. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/introduction.html

Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 4. Capital and Asset Growth. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. Having determined the amount of profit banks make,
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html

Model Framework

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 2. Model Framework. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Download the Paper 2,027. KB. At its heart, the stress testing model involves estimating
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html